| Estimation of copula-based semiparametric time series models X Chen, Y Fan Journal of Econometrics 130 (2), 307-335, 2006 | 571 | 2006 |
| Consistent model specification tests: omitted variables and semiparametric functional forms Y Fan, Q Li Econometrica: Journal of the econometric society, 865-890, 1996 | 552 | 1996 |
| Nonparametric instrumental regression S Darolles, Y Fan, JP Florens, E Renault Econometrica 79 (5), 1541-1565, 2011 | 530 | 2011 |
| Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification X Chen, Y Fan Journal of econometrics 135 (1-2), 125-154, 2006 | 496 | 2006 |
| Semiparametric estimation of stochastic production frontier models Y Fan, Q Li, A Weersink Journal of Business & Economic Statistics 14 (4), 460-468, 1996 | 295 | 1996 |
| Efficient estimation of semiparametric multivariate copula models X Chen, Y Fan, V Tsyrennikov Journal of the American Statistical Association 101 (475), 1228-1240, 2006 | 265 | 2006 |
| Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection X Chen, Y Fan Canadian Journal of Statistics 33 (3), 389-414, 2005 | 209 | 2005 |
| Testing the goodness of fit of a parametric density function by kernel method Y Fan Econometric Theory 10 (2), 316-356, 1994 | 201 | 1994 |
| Unit root tests with wavelets Y Fan, R Gençay Econometric Theory 26 (5), 1305-1331, 2010 | 198 | 2010 |
| Maximization by parts in likelihood inference PXK Song, Y Fan, JD Kalbfleisch Journal of the American Statistical Association 100 (472), 1145-1158, 2005 | 177 | 2005 |
| Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing Y Fan, Q Li Journal of Nonparametric Statistics 10 (3), 245-271, 1999 | 173 | 1999 |
| Sharp bounds on the distribution of treatment effects and their statistical inference Y Fan, SS Park Econometric Theory 26 (3), 931-951, 2010 | 169 | 2010 |
| Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates X Chen, Y Fan, AJ Patton London Economics Financial Markets Group Working Paper, 2004 | 157 | 2004 |
| On goodness-of-fit tests for weakly dependent processes using kernel method Y Fan, A Ullah Journal of Nonparametric Statistics 11 (1-3), 337-360, 1999 | 143 | 1999 |
| Consistent model specification tests: Kernel-based tests versus Bierens' ICM tests Y Fan, Q Li Econometric Theory 16 (6), 1016-1041, 2000 | 128 | 2000 |
| Copulas in econometrics Y Fan, AJ Patton Annu. Rev. Econ. 6 (1), 179-200, 2014 | 113 | 2014 |
| Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series X Chen, Y Fan Journal of Econometrics 91 (2), 373-401, 1999 | 109 | 1999 |
| Goodness-of-fit tests based on kernel density estimators with fixed smoothing parameters Y Fan Econometric Theory 14 (5), 604-621, 1998 | 88 | 1998 |
| Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function Y Fan Journal of Multivariate Analysis 62 (1), 36-63, 1997 | 80 | 1997 |
| Asymptotic normality of a combined regression estimator Y Fan, A Ullah Journal of Multivariate Analysis 71 (2), 191-240, 1999 | 75 | 1999 |
